Estimating the Likelihood of Mexican Default from the Market Prices of Brady Bonds

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1996
Volume: 31
Issue: 1
Pages: 109-126

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Market prices of developing country debt reflect investors' views of country repayment capacity as well as other debt-specific factors. To extract a measure of repayment capacity from debt prices, adjustments need to be made to account for: debt values being a concave function of repayment capacity; the specific terms of the debt agreement; and the presence of third-party guarantees. This paper derives a measure of repayment capacity by constructing a pricing model that takes these factors into account. Applying the model to Brady bonds issued by Mexico, we find that estimated repayment capacity often performs differently from the unadjusted bond prices. We demonstrate that other Mexican bonds can be priced fairly accurately on the basis of this repayment capacity measure.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:31:y:1996:i:01:p:109-126_00
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25